Studies in gaussian and non-gaussian analysis

Project Information

Grant agreement ID: FMBI961408

Project closed

Start date 1 February 1997

End date 31 May 2000

Funded under

• Specific research and technological development programme in the field of the training and mobility of researchers, 1994-1998

Total cost No data

EU contribution No data

Coordinated by

Universität Bielefeld
Germany

Objective

the study of Non-Gaussian analysis in measure space is an old problem for which we expected to make progress using the methods of appell polynomials and infinite dimensional holomorphy see (3). The relevant aspect in this method is the extension of Gaussian case supplied with new technics. Self interaction local times of Brownian motion have been under study in the stochastic analysis literature for no less than forty years. For their intrinsic mathematical interest, but also in view of their applications in fields such as polymer physics and quantum field theory, see refs. In (1). Their increasingly singular nature as the spatial dimension increases poses increasingly difficult problems and suggests connections with renormalization methods of quantum field theory, but also with martingale methods as demonstrated in (2). Recently a considerable clarification of the singularity structure was obtained by the use of the chaos expansion for generalized white noise functionals (1). The present project aims at a strengthening of the "missing link" between the methods of white noise analysis and those of martingale theory. We expect further clarification and progress for the renormalization theory of intersection local times in higher dimensions. With applications in quantum field theory and polymer physics, among others. Refere %lnces
(1) DE FARIA, M., HIDA, T., WATANABE, H., INTERSECTION WHITE NOISE FUNCTIONALS. BIBOS (1994). (2) YOR, M., RENORMALISATION ET CONVERGENCE EN LOI POUR LES TEMPS LOCAUX D'INTERSECTION DU MOUVEMENT BROWNIEN DANS R3. SEMINAIRE DE PROBABILITE, 1993/94, LNM 1123 (1985), 35C-365. SPRINGER, BERLIN. (3) KONDRATIEV, Yu.G. STREIT, L.,-WESTERKAMP, W. AND YAN, J.-A. GENERALIZED FUNCTIONS IN INFINITE DIMENSIONAL ANALYSIS. SUBMISSION TO HIROSHIMA MATHEMATICAL JOURNAL, 1995.

Fields of science (EuroSciVoc)

CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques.

• natural sciences › chemical sciences › polymer sciences
• natural sciences › physical sciences › quantum physics › quantum field theory

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Programme(s)

• FP4-TMR - Specific research and technological development programme in the field of the training and mobility of researchers, 1994-1998

Topic(s)

• 0301 - Post-graduate research training grants
• TM20 - Statistics and Probability

Call for proposal

Data not available

Funding Scheme

RGI - Research grants (individual fellowships)

Coordinator

Universität Bielefeld

• EU contribution: No data
• Address: 25,Universitätsstraße ; 33615 Bielefeld ; Germany
• Total cost: No data

Participants (1)

Not available

Portugal

• EU contribution: No data
• Total cost: No data